Y'see, they knew all the weirdos in Chicago would be offended if they put ketchup on a hot dog. Those of us in Wisconsin have more discerning tastes - Like, say, cheese dogs, or better yet, brats. Best of all: Cheddarwurst!
But we say, put whatever ya want on it! Except vegetables, unless they're onions or sauerkraut, which don't count as vegetables. This is a meat-and-condiments operation, not a freakin' salad!